#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.101

#include <Macros.h>
#include <CoVector.h>
#include <CoMatrix.h>
#include <CoCube.h>
#include <ValueHelpers.h>
#include <Settings.h>

#include <gen/QL/Models/Shortrate/OneFactorAffineModel.h>
#pragma unmanaged 
#include <ql\models\shortrate\onefactormodels\vasicek.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;

using namespace Cephei::QL::Math;
using namespace Cephei::QL;
using namespace Cephei::QL::Models;
using namespace Cephei::QL::Math::Optimization;
using namespace Cephei::QL::Models::Shortrate;
#define HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Models { namespace Shortrate { namespace Onefactormodels {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of IVasicek
	public ref class CVasicek : 
            public COneFactorAffineModel,
            public Cephei::QL::Models::Shortrate::Onefactormodels::IVasicek
	{
	protected: 
		boost::shared_ptr<QuantLib::Vasicek>* _ppVasicek;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::Vasicek>* _phVasicek;
#endif
		Object^ _VasicekOwner;     // reference to object that manages the storage for this object
	internal:
		CVasicek (Microsoft::FSharp::Core::FSharpOption<Double>^ r0, Microsoft::FSharp::Core::FSharpOption<Double>^ a, Microsoft::FSharp::Core::FSharpOption<Double>^ b, Microsoft::FSharp::Core::FSharpOption<Double>^ sigma, Microsoft::FSharp::Core::FSharpOption<Double>^ lambda);
        CVasicek (boost::shared_ptr<QuantLib::Vasicek>& childNative, Object^ owner);
        CVasicek (QuantLib::Vasicek& childNative, Object^ owner);
        CVasicek (CVasicek^ copy);
        CVasicek (System::Type^ t);
#ifdef STRUCT
        CVasicek (QuantLib::Vasicek childNative);
#endif       
#ifdef HANDLE
		CVasicek (QuantLib::Handle<QuantLib::Vasicek>& childNative, Object^ owner);
		CVasicek (QuantLib::Handle<QuantLib::Vasicek> childNative);
#endif
		virtual ~CVasicek ();
		!CVasicek ();

	internal:
		QuantLib::Vasicek& GetReference ();
		boost::shared_ptr<QuantLib::Vasicek>& GetShared ();
		QuantLib::Vasicek* GetPointer ();
        void SetVasicek (boost::shared_ptr<QuantLib::Vasicek> native)
        {
            if (_ppVasicek != NULL)
                delete _ppVasicek;
            _ppVasicek = new boost::shared_ptr<QuantLib::Vasicek> (native);
            SetOneFactorAffineModel (boost::dynamic_pointer_cast<QuantLib::OneFactorAffineModel> (*_ppVasicek));
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::Vasicek>& GetHandle ();
#endif
		virtual bool HasNative () override;
    public:
		virtual Double DiscountBondOption (QL::Option::TypeEnum type, Double strike, Double maturity, Double bondMaturity) ;
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
	public ref class CVasicek_Factory : public System::MarshalByRefObject,  public IVasicek_Factory
	{
	public:
        virtual IVasicek^ Create (Microsoft::FSharp::Core::FSharpOption<Double>^ r0, Microsoft::FSharp::Core::FSharpOption<Double>^ a, Microsoft::FSharp::Core::FSharpOption<Double>^ b, Microsoft::FSharp::Core::FSharpOption<Double>^ sigma, Microsoft::FSharp::Core::FSharpOption<Double>^ lambda);
    };
   
/*Cephei*/ } /*QL*/ } /*Models*/ } /*Shortrate*/ } /*Onefactormodels */}
